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Facially dual complete (nice) cones and lexicographic tangents

Vera Roshchina(vera.roshchina***at***rmit.edu.au)
Levent Tuncel(ltuncel***at***uwaterloo.ca)

Abstract: We study the boundary structure of closed convex cones, with a focus on facially dual complete (nice) cones. These cones form a proper subset of facially exposed convex cones, and they behave well in the context of duality theory for convex optimization. Using the well-known and very commonly used concept of tangent cones in nonlinear optimization, we introduce some new notions for exposure of faces of convex sets. Based on these new notions, we obtain some necessary conditions and some sufficient conditions for a cone to be facially dual complete using tangent cones and a new notion of lexicographic tangent cones (these are a family of cones obtained from a recursive application of the tangent cone concept). Lexicographic tangent cones are related to Nesterov's lexicographic derivatives.

Keywords: convex cones, boundary structure, duality theory, facially dual complete, facially exposed, tangent cone, lexicographic tangent

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Category 2: Linear, Cone and Semidefinite Programming

Citation: manuscript, April 2017

Download: [PDF]

Entry Submitted: 04/20/2017
Entry Accepted: 04/20/2017
Entry Last Modified: 04/20/2017

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